On the validity of value-at-risk : comparative analyses with expected shortfall

Author(s)

Bibliographic Information

On the validity of value-at-risk : comparative analyses with expected shortfall

Yasuhiro Yamai and Toshinao Yoshiba

（IMES discussion paper series, no. 2001-E-4）

Bank of Japan. Institute for Monetary and Economic Studies, 2001

Uniform Title

Yamai, Yasuhiro

Yoshiba, Toshinao

Note

Bibliography: p. 33-34

Details

• NCID: BA55812461
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 34, iv p.
• Size: 30 cm
• Classification:
  • DC : 332
• Parent Bibliography ID:
  • BN15051361